Fixed Income Research Analyst

Revolut; España; Presencial; EUR 90.000 - 140.000; Jornada completa

Descripción de la vacante

Revolut is seeking a Senior Fixed Income Research Analyst (Quant Researcher) to lead the development of systematic predictive models for corporate bonds and credit default swaps. You’ll design optimal execution and basket-selection strategies and work with engineers on automated workflows.

You will combine macro trends with sector insights, build robust portfolio construction and optimisation frameworks, and validate models with rigorous backtesting while ensuring regulatory and risk-compliance

Formación

• 5+ years of quantitative investment research and systematic portfolio construction for fixed income.
• Strong understanding of corporate credit market microstructure and OTC bond liquidity.
• Proven ability to build and validate systematic models with backtesting.

Responsabilidades

• Lead development of systematic predictive models for corporate bonds and CDS.
• Integrate macro trends and sector insights into the portfolio engine.
• Design fixed income portfolio construction and optimisation frameworks.
• Collaborate with engineers on automated execution workflows and testing.

Conocimientos

Python

Quantitative analysis

Backtesting

Macro/credit market microstructure

Educación

STEM degree

Herramientas

NumPy/SciPy

Pandas

SQL

Descripción del empleo

About Revolut

People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 80+ million customers get more from their money every day.

About Revolut

People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 80+ million customers get more from their money every day.

As we continue our lightning-fast growth, 2 things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work™. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About The Role

Our Wealth & Trading team is at the forefront of redefining how people invest, using data-driven tools to make smarter financial decisions accessible to everyone. We operate with precision and expertise, building cutting-edge solutions that empower customers worldwide.

We’re looking for a Senior Fixed Income Research Analyst (Quant Researcher) to bridge the gap between alpha generation and execution engineering. You’ll be leading the development of systematic predictive models for corporate bonds and credit default swaps, and designing optimal execution and basket-selection strategies.

Up to shape what’s next in finance? Let’s get in touch.

What You’ll Be Doing

• Leading the development of systematic predictive models and strategies for corporate bonds and credit default swaps


• Integrating macroeconomic trends and sector-specific insights into the portfolio engine


• Designing and implementing fixed income portfolio construction and optimisation frameworks


• Collaborating with engineers to design, test, and refine algorithms for automated execution workflows


• Conducting hypothesis testing and backtesting to validate model accuracy, performance, and transaction costs


• Managing practical execution specifics, including liquidity sourcing, market impact, and transaction costs


• Ensuring full compliance with regulatory standards, portfolio risk limits, and financial promotions

What You’ll Need

• 5+ years of experience in quantitative investment research and systematic portfolio construction for fixed income


• An in-depth understanding of corporate credit market microstructure and OTC bond liquidity constraints


• Solid knowledge of quantitative and statistical tooling applied to systematic investment decisions


• Advanced programming skills in Python and its scientific data stack


• A proven track record of handling transaction cost analysis, tracking error modelling, and risk attribution


• An educational background in STEM

Nice to have

• Experience designing long-short strategies or execution specifics for systematic bond portfolios


• Familiarity with the ETF ecosystem, index replication methodologies, and basket optimisation


• A CFA qualification or significant progress toward the certification

Building a global financial super app isn’t enough. Our Revoluters are a priority, and that’s why in 2021 we launched our inaugural D&I Framework, designed to help us thrive and grow everyday. We're not just doing this because it's the right thing to do. We’re doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers. That’s why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.